Energy Options Applications and Strategies - OAS 

CPE Credits Awarded: 16
Categories: Trading, Derivatives, Hedging and Risk Management

Course Date Duration Venue Price Registration Deadline Register
19 Feb 2019 2 Days Houston, TX Country: us
$ (USD)1,700.00
18 Jan 2019
10 Jun 2019 2 Days Singapore, Singapore Country: sg
$ (USD)2,260.00+7%GST
26 Apr 2019
12 Aug 2019 2 Days Calgary TELUS Convention Centre Country: ca
$ (USD)1,700.00+5%GST
12 Jul 2019
04 Nov 2019 2 Days Calgary TELUS Convention Centre Country: ca
$ (USD)1,700.00+5%GST
4 Oct 2019

COURSE SUMMARY

Options are a growing part of energy hedging and speculating.  Understanding how they work allows any trader to make better choices in using them. Once you have a thorough understanding of the basic elements of options, you can learn how to take advantage of fast-changing markets to get the most out of your option positions with this course. Delegates learn how to apply complex combinations of calls and puts to hedge specific risks and take advantage of market expectations.

This two-day workshop not only extends your understanding of option dynamics, but also allows you to practice these skills through our unique trading simulations. In these simulations you will master directional and market-neutral trading strategies, as well as the application of complex strategies. You will also learn to match specific risk exposures and market expectations with complex strategies.

Includes Online Pre-study Module

This course is accompanied by a preparatory course available online. Delegates will receive an online voucher as part of their joining instructions upon confirmation of registration. By taking advantage of this "blended" learning approach, in-class time and learning are optimized.

PRE-REQUISITES

Thorough understanding of basic elements of futures and options.

WHO SHOULD ATTEND?

This programme deals with many different energy commodities. Delegates include everyone from trade support staff to senior management.

COURSE CONTENTS

  • The impact of option deltas on profits and losses
  • How option gamma affects your price exposure
  • The benefits and costs of time decay
  • How market volatility affects options
  • Option hedging techniques, such as delta hedging
  • How to combine options to create other options, and why it works
  • Important characteristics of extrinsic (time) value
  • Different ways to calculate option values
  • Exercise styles and what impact they have
  • Options on price spreads
  • What the pricing models don't measure
  • Directional and market neutral trading strategies including:
    • Covered call and puts
    • Call and put spreads
    • Financed call and put spreads
    • Ratio writes and backspreads
    • Straddles and strangles
    • Directional straddles
    • Reduced-risk volatility spreads
    • Butterflies and condors
  • How to reduce the cost of using options as "insurance"
  • How to tailor sophisticated options strategies that exactly match an anticipated market outcome
  • Matching specific risk exposures
  • Mixing different types of options

TESTIMONIALS

"Really good information - Well presented." R.M., Saskpower

UK: (+44) 1865 250521   |   USA: (+1) 713 343 1699   |   Singapore: (+65) 6722 3845

 

Email us at info@mennta.com

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Mennta Energy Solutions (formerly The Oxford Princeton Programme, Inc.) is not affiliated with Princeton University, Oxford University, or Oxford University Press.